Kalman filtering as a performance monitoring technique for a propensity scorecard
Propensity scorecards allow forecasting, which bank customers would like to be granted new credits in the near future, through assessing their willingness to apply for new loans. Kalman filtering can help to monitor scorecard performance. Data from successive months are used to update the baseline m...
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| Format: | Article |
| Language: | English |
| Published: |
2011-01.
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| Online Access: | Get fulltext |